Portfolio Analysis of Financial Market Risks by Random Set Tools
Year of publication: |
2001
|
---|---|
Authors: | Vorobyev, Oleg Yu. ; Novosyolov, Arcady A. ; Simonov, Konstantin V. ; Fomin, Andrew |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | risk | financial market | portfolio analysis | random set | Set-at-Risk |
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